#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#pragma unmanaged 
#include <ql\models\marketmodels\curvestate.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

#undef HANDLE
#define ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Models { namespace Marketmodels {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ICurveState
	public ref class CCurveState  : 
            public Cephei::QL::Models::Marketmodels::ICurveState
	{
	protected: 
		boost::shared_ptr<QuantLib::CurveState>* _ppCurveState;
        boost::detail::spinlock* _pSpinlock;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CurveState>* _phCurveState;
#endif
		Object^ _CurveStateOwner;     // reference to object that manages the storage for this object
	internal:
        CCurveState (boost::shared_ptr<QuantLib::CurveState>& childNative, Object^ owner);
        CCurveState (QuantLib::CurveState& childNative, Object^ owner);
        CCurveState (CCurveState^ copy);
        CCurveState (PLATFORM::Type^ t);
#ifdef STRUCT
        CCurveState (QuantLib::CurveState childNative);
#endif       
#ifdef HANDLE
		CCurveState (QuantLib::Handle<QuantLib::CurveState>& childNative, Object^ owner);
		CCurveState (QuantLib::Handle<QuantLib::CurveState> childNative);
#endif
		virtual ~CCurveState ();
		!CCurveState ();

	internal:
		QuantLib::CurveState& GetReference ();
		boost::shared_ptr<QuantLib::CurveState>& GetShared ();
		QuantLib::CurveState* GetPointer ();
        void SetCurveState (boost::shared_ptr<QuantLib::CurveState> native)
        {
            if (_ppCurveState != NULL)
                delete _ppCurveState;
            _ppCurveState = new boost::shared_ptr<QuantLib::CurveState> (native);
            
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CurveState>& GetHandle ();
#endif
		virtual bool HasNative () ;
		void Lock ()
		{
			if (Cephei::QL::Settings::_ReferenceLocking)
    			_pSpinlock->lock ();
		}
		void Unlock ()
		{
			_pSpinlock->unlock ();
		}
    public:
		virtual Double CmSwapAnnuity (UInt64 numeraire, UInt64 i, UInt64 spanningForwards) ;
		virtual Double CmSwapRate (UInt64 i, UInt64 spanningForwards) ;
		virtual Cephei::Core::IVector<Double>^ CmSwapRates (UInt64 spanningForwards) ;
		virtual Double CoterminalSwapAnnuity (UInt64 numeraire, UInt64 i) ;
		virtual Double CoterminalSwapRate (UInt64 i) ;
        property Cephei::Core::IVector<Double>^ CoterminalSwapRates 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
		virtual Double DiscountRatio (UInt64 i, UInt64 j) ;
		virtual Double ForwardRate (UInt64 i) ;
        property Cephei::Core::IVector<Double>^ ForwardRates 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
        property UInt64 NumberOfRates 
        {
		    virtual UInt64 get () ;
        }
        property Cephei::Core::IVector<Double>^ RateTaus 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
        property Cephei::Core::IVector<Double>^ RateTimes 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
		virtual Double SwapRate (UInt64 begin, UInt64 end) ;
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Models::Marketmodels::ICurveState^>::typeid)]
	[FactoryFor(Cephei::QL::Models::Marketmodels::ICurveState::typeid)]
	[FactoryFor(Cephei::QL::Models::Marketmodels::ICurveState_Factory::typeid)]
	public ref class CCurveState_Factory sealed : public ICurveState_Factory
	{
	public:
    };
   
/*Cephei*/ } /*QL*/ } /*Models*/ } /*Marketmodels */}
